Abstract
This paper proposes a multivariate generalization of the generalized Poisson distribution. Its definition and main properties are given. The parameters are estimated by the method of moments.
Keywords: Multivariate generalized Poisson distribution (MGPm); generalized Poisson distribution (GPD); bivariate generalized Poisson distribution (BGPD).
Volume
30:1
Page
57-67
Year
2000
Categories
Financial and Statistical Methods
Loss Distributions
Frequency
Financial and Statistical Methods
Statistical Models and Methods
Publications
ASTIN Bulletin
